def my_page():
found = None
lost = None
lost_collection = db.get_collection('lostdata')
lost_result = lost_collection.find_one({'who':current_user.id})
if lost_result:
lost = [lost_result['when'], lost_result['status']]
# result = lost_collection.find_one({'who':current_user.id}, sort=[('now',-1)])
found_collection = db.get_collection('founddata')
found_result = found_collection.find_one({'who':current_user.id})
if found_result:
found = [found_result['when'],found_result['status']]
return render_template('bootstrap/mypage.html', lost= lost, found=found)
def loadDailyHistoryData(collection, query, region):
"""mongodb数据库数据"""
host, port = loadMongoSetting()
dbClient = pymongo.MongoClient(host, port)
dbClient.admin.authenticate("htquant",
"htgwf@2018",
mechanism='SCRAM-SHA-1')
code = collection.split('.')[0]
ID = region.split(" ")[0]
db = dbClient.get_database('SPOT_DB')
account = db.get_collection(code)
print "ID: ", ID, "query:", query
u = []
if code == 'I':
for i in account.find({"Variety": query}):
u.append([
i["ID"], i["Variety"], i["Grade"], i["Region"], i["Price"],
i["Date"]
])
else:
for i in account.find({"ID": ID}):
u.append([
i["ID"], i["Variety"], i["Grade"], i["Region"], i["Price"],
i["Date"]
])
return u
def ping(self):
self.last_seen = datetime.utcnow()
collection = db.get_collection('users')
results = collection.update_one(
{'id': self.id}, {'$set': {
'last_seen': self.last_seen
}})
def load_user(user_id):
collection = db.get_collection('users')
results = collection.find_one({'id': user_id})
if results is not None:
user = User(results['id'], "", "") # 20191112
user.from_dict(results)
return user
else:
return None
def baseTeams():
team_dict = teams.get_teams()
nbaCollection = db.get_collection("Teams")
for team in team_dict:
team1 = db.get_document(nbaCollection,
team['nickname'].replace(" ", ""))
team1["value"] = team
team1.save()
def basePlayers():
player_dict = players.get_players()
nbaCollection = db.get_collection("Players")
for player in player_dict:
player1 = db.get_document(nbaCollection,
player['full_name'].replace(" ", ""))
player1["value"] = player
player1.save()
def loadDailyHistoryData(query):
"""按照交易日分批载入历史数据,然后回放数据"""
host, port = loadMongoSetting()
dbClient = pymongo.MongoClient(host, port)
dbClient.admin.authenticate("htquant", "htgwf@2018", mechanism='SCRAM-SHA-1')
db=dbClient.get_database('SPOT_DB')
account=db.get_collection('I')
u=[]
for i in account.find({"Variety":query}):
u.append([i["ID"],i["Variety"],i["Grade"],i["Region"],i["Price"],i["Date"]])
return u
def register():
form = RegistrationForm()
if form.validate_on_submit():
user = User(email=form.email.data, username=form.name.data, password=form.password.data)
collection = db.get_collection('users')
collection.insert_one(user.to_dict())
token = user.generate_confirmation_token()
send_email(user.id, 'Confirm Your Account', 'auth/email/confirm', user=user, token=token)
flash('A confirmation email has been sent to you by email.')
return redirect(url_for('main.index'))
# return redirect(url_for('auth.login'))
return render_template('auth/register.html', form=form)
def search_history_result(col):
host, port = loadMongoSetting()
dbClient = pymongo.MongoClient(host, port)
dbClient.admin.authenticate("htquant",
"htgwf@2018",
mechanism='SCRAM-SHA-1')
db = dbClient.get_database('USERDATA_DB')
account = db.get_collection(col)
u = []
for i in account.find():
u.append([i["totalAllPnl"], i["closePrice"]])
return render_template('search_history_result.html', u=u)
def __init__(self, email, username, password):
self.id = email
self.username = username
self.password = password
###
# 20191112
collection = db.get_collection('roles')
if self.id == current_app.config['ADMIN']:
self.role = Role('Administrator', 0xff)
else:
result = collection.find_one({'default': True})
self.role = Role(result['name'], result['permission'],
result['default'])
def login():
form = LoginForm()
if form.validate_on_submit():
collection = db.get_collection('users')
results = collection.find_one({'id': form.email.data})
if results is not None:
user = User(form.email.data, "", "") # 20191112
# print(form.email.data)
user.from_dict(results)
if user is not None and user.verify_password(form.password.data):
login_user(user, form.remember_me.data)
return redirect(request.args.get('next') or url_for('main.index'))
flash('Invalid username or password.')
return render_template('auth/login.html', form=form)
def confirm(self, token):
s = Serializer(current_app.config['SECRET_KEY'])
try:
data = s.loads(token.encode('utf-8'))
except:
return False
if data.get('confirm') != self.id:
return False
self.confirmed = True
collection = db.get_collection('users')
results = collection.update_one(
{'id': self.id}, {'$set': {
'confirmed': self.confirmed
}})
return True
def search_history_result(col):
post = Post.query.filter_by(id=col).first()
query = post.title
col = query
host, port = loadMongoSetting()
dbClient = pymongo.MongoClient(host, port)
dbClient.admin.authenticate("htquant",
"htgwf@2018",
mechanism='SCRAM-SHA-1')
db = dbClient.get_database('USERDATA_DB')
account = db.get_collection(col)
var = []
col_vardf = col + 'vardf'
account_vardf = db.get_collection(col_vardf)
for i in account_vardf.find():
i.pop('_id')
var.append(i)
vardf = pd.DataFrame(var)
drawBar("Var", vardf)
num = []
col_numdf = col + 'numdf'
account_numdf = db.get_collection(col_numdf)
for i in account_numdf.find():
i.pop('_id')
num.append(i)
numdf = pd.DataFrame(num)
drawBar("ContractVol", numdf)
nv = []
col_nvdf = col + 'nvdf'
account_nvdf = db.get_collection(col_nvdf)
for i in account_nvdf.find():
i.pop('_id')
nv.append(i)
nvdf = pd.DataFrame(nv)
drawLine("NetValue", nvdf, col)
ptnv = {'var': var}
margin = []
col_margindf = col + 'margindf'
account_margindf = db.get_collection(col_margindf)
for i in account_margindf.find():
i.pop('_id')
margin.append(i)
margindf = pd.DataFrame(margin)
drawLine("Margin", margindf, col)
u = []
col_hedgeResult = col + 'HedgeResult'
account_HedgeResultdf = db.get_collection(col_hedgeResult)
for i in account_HedgeResultdf.find():
u.append([i["OPT"], i["Unhedged"], i["Unit"]])
return render_template('search_history_result.html', u=u, ptnv=ptnv)
def register_found():
form = FoundForm()
# TODO: 폼에서 발견 디비에 저장
# TODO: Register Service 랑 연동
start_coords = (37.49, 127.027)
folium_map = folium.Map(
location=start_coords,
zoom_start=11,
)
plugins.LocateControl(auto_start=True).add_to(folium_map) # 현재위치로 초기화
folium_map.add_child(ClickForOneMarker(popup='습득위치'))
if form.validate_on_submit():
founditem = FoundedItem(current_user.id)
collection = db.get_collection('founddata')
collection.insert_one(founditem.to_dict())
return redirect(url_for('lostfound.my_page'))
return render_template('bootstrap/register.html', form=form, map=Markup(folium_map._repr_html_()))
def insert_roles():
roles = {
'User': (Permission.FOLLOW | Permission.COMMENT
| Permission.WRITE_ARTICLES, True),
'Moderator':
(Permission.FOLLOW | Permission.COMMENT | Permission.WRITE_ARTICLES
| Permission.MODERATE_COMMENTS, False),
'Administrator': (0xff, False)
}
collection = db.get_collection('roles')
for k, v in roles.items():
result = collection.find_one({'name': k})
role = Role(k, v[0], v[1])
if result is not None:
collection.update_one({'name': k}, {'$set': role.to_dict()})
else:
collection.insert_one(role.to_dict())
def register_lost():
form = LostForm()
# TODO: 폼데이터 분실 디비에 저장
start_coords = (37.49, 127.027)
folium_map = folium.Map(
location=start_coords,
zoom_start=11,
)
# geojson1 = folium.GeoJson(
# skorea_provinces_geo,
# name = 'skorea-provinces',
# ).add_to(folium_map)
plugins.LocateControl(auto_start=True).add_to(folium_map) # 현재위치로 초기화
folium_map.add_child(ClickForOneMarker(popup='분실위치'))
if form.validate_on_submit():
lostitem = LostedItem(form.itemname.data, form.category.data, form.place.data, form.latitude.data, form.longitude.data, form.lost_date.data, current_user.id, form.detail.data)
collection = db.get_collection('lostdata')
collection.insert_one(lostitem.to_dict())
flash('등록되었습니다.')
return redirect(url_for('lostfound.my_page'))
return render_template('bootstrap/register.html', form=form, map=Markup(folium_map._repr_html_()))
def producer():
#开启回测实例线程 该线程推送把回测的datetime数据推送到queue
engine = BacktestingEngine(queue=queue)
#..........实现回测.......
# 读取策略参数字典，为下一步读取合约做准备
engine.readParam_Setting()
# 设置回测日期
date_ = paramDate()
datastartdate = date_['datastartdate']
lastdate = date_['enddate']
engine.setStartDate(datastartdate, 0)
engine.setEndDate(lastdate)
#engine.setStartDate('20170103', 0)
#engine.setEndDate('20170213')
# 设置手续费
engine.setRate(0.3 / 10000) # 万0.3
# 在引擎中创建策略对象
#engine.initStrategy(strategyDemo, {})
engine.initStrategy(strategyHedge, {})
# 读取参数
symbol = date_['symbol']
symbolList = []
symbol = symbol.encode('unicode-escape').decode('string_escape')
symbolList.append(symbol.split('.')[0])
#symbolList = ['HC']
title = date_['strategyname']
engine.setDatabase(symbolList)
# 设置初始仓位
engine.setInitialPos(0)
engine.loadDailyHistoryData()
engine.hedgeResult()
host, port = loadMongoSetting()
dbClient = pymongo.MongoClient(host, port)
dbClient.admin.authenticate("htquant",
"htgwf@2018",
mechanism='SCRAM-SHA-1')
db = dbClient.get_database('USERDATA_DB')
# 先删除重名的
account = db.get_collection(title)
account.drop()
account = db.get_collection(title + 'vardf')
account.drop()
account = db.get_collection(title + 'nvdf')
account.drop()
account = db.get_collection(title + 'margindf')
account.drop()
account = db.get_collection(title + 'numdf')
account.drop()
account = db.get_collection(title + 'HedgeResult')
account.drop()
#回测结果
col = db[title]
data = xlrd.open_workbook(
r'C:\vnpy-master190102\vnpy-master\vnpy\trader\app\ctaStrategy\resultsDF.xlsx'
)
table = data.sheets()[0]
rowstag = table.row_values(0)
nrows = table.nrows
returnData = {}
for i in range(1, nrows):
returnData[i] = json.dumps(dict(zip(rowstag, table.row_values(i))))
returnData[i] = json.loads(returnData[i])
col.insert(returnData[i])
#nvdf表单
col_nvdf = db[title + 'nvdf']
data = xlrd.open_workbook(
r'C:\vnpy-master190102\vnpy-master\vnpy\trader\app\ctaStrategy\nvDF.xlsx'
)
table = data.sheets()[0]
rowstag = table.row_values(0)
nrows = table.nrows
returnData = {}
for i in range(1, nrows):
returnData[i] = json.dumps(dict(zip(rowstag, table.row_values(i))))
returnData[i] = json.loads(returnData[i])
col_nvdf.insert(returnData[i])
#vardf表单
col_vardf = db[title + 'vardf']
data = xlrd.open_workbook(
r'C:\vnpy-master190102\vnpy-master\vnpy\trader\app\ctaStrategy\varDF.xlsx'
)
table = data.sheets()[0]
rowstag = table.row_values(0)
nrows = table.nrows
returnData = {}
for i in range(1, nrows):
returnData[i] = json.dumps(dict(zip(rowstag, table.row_values(i))))
returnData[i] = json.loads(returnData[i])
col_vardf.insert(returnData[i])
#numdf表单
col_numdf = db[title + 'numdf']
data = xlrd.open_workbook(
r'C:\vnpy-master190102\vnpy-master\vnpy\trader\app\ctaStrategy\numDF.xlsx'
)
table = data.sheets()[0]
rowstag = table.row_values(0)
nrows = table.nrows
returnData = {}
for i in range(1, nrows):
returnData[i] = json.dumps(dict(zip(rowstag, table.row_values(i))))
returnData[i] = json.loads(returnData[i])
col_numdf.insert(returnData[i])
#margindf表单
col_margindf = db[title + 'margindf']
data = xlrd.open_workbook(
r'C:\vnpy-master190102\vnpy-master\vnpy\trader\app\ctaStrategy\marginDF.xlsx'
)
table = data.sheets()[0]
rowstag = table.row_values(0)
nrows = table.nrows
returnData = {}
for i in range(1, nrows):
returnData[i] = json.dumps(dict(zip(rowstag, table.row_values(i))))
returnData[i] = json.loads(returnData[i])
col_margindf.insert(returnData[i])
#HedgeResult
col_margindf = db[title + 'HedgeResult']
data = xlrd.open_workbook(
r'C:\vnpy-master190102\vnpy-master\vnpy\trader\app\ctaStrategy\HedgeResult.xlsx'
)
table = data.sheets()[0]
rowstag = table.row_values(0)
nrows = table.nrows
returnData = {}
for i in range(1, nrows):
returnData[i] = json.dumps(dict(zip(rowstag, table.row_values(i))))
returnData[i] = json.loads(returnData[i])
col_margindf.insert(returnData[i])
# 全部生成完毕，推送queue 完成信息
msg = 'finish'
queue.put(msg)
def search_history_result(col):
print ' col:', col # 这个就是 name 然后用它把生成图像的数据 推送到 回测结果页面 search_history_result这个页面
# 返回回测完成 生成url的是哪一个函数的 ；
#post = Post.query.filter_by(id=col).first()
#query=post
#col=query
host, port = loadMongoSetting()
dbClient = pymongo.MongoClient(host, port)
dbClient.admin.authenticate("htquant",
"htgwf@2018",
mechanism='SCRAM-SHA-1')
db = dbClient.get_database('USERDATA_DB')
account = db.get_collection(col)
var = []
col_vardf = col + 'vardf'
account_vardf = db.get_collection(col_vardf)
for i in account_vardf.find():
i.pop('_id')
var.append(i)
vardf = pd.DataFrame(var)
vardf.index = vardf.iloc[:, 0]
drawBar("Var", vardf)
num = []
col_numdf = col + 'numdf'
account_numdf = db.get_collection(col_numdf)
for i in account_numdf.find():
i.pop('_id')
num.append(i)
numdf = pd.DataFrame(num)
numdf.index = numdf.iloc[:, 0]
drawBar("ContractVol", numdf)
nv = []
col_nvdf = col + 'nvdf'
account_nvdf = db.get_collection(col_nvdf)
for i in account_nvdf.find():
i.pop('_id')
nv.append(i)
nvdf = pd.DataFrame(nv)
nvdf.index = nvdf.iloc[:, 0]
drawLine("NetValue", nvdf, col)
ptnv = {'var': var}
margin = []
col_margindf = col + 'margindf'
account_margindf = db.get_collection(col_margindf)
for i in account_margindf.find():
i.pop('_id')
margin.append(i)
margindf = pd.DataFrame(margin)
margindf.index = margindf.iloc[:, 0]
drawLine("Margin", margindf, col)
var = []
opt = []
unhedged = []
unit = []
col_vardf = col + 'vardf'
account_vardf = db.get_collection(col_vardf)
for i in account_vardf.find():
opt.append(i.values()[4])
unhedged.append(i.values()[1])
unit.append(i.values()[2])
#optnv=[]
#unhedgednv=[]
#unitnv=[]
#col_nvdf=col+'nvdf'
#account_nvdf=db.get_collection(col_nvdf)
#for i in account_nvdf.find():
#i.pop('_id')
#optnv.append([i[''].encode('ascii'),i[u"最优套保"]])
#unhedgednv.append([i[''].encode('ascii'),i[u"未对冲"]])
#unitnv.append([i[''].encode('ascii'),i[u"单位套保"]])
#optnum=[]
#unitnum=[]
#col_numdf=col+'numdf'
#account_numdf=db.get_collection(col_numdf)
#for i in account_numdf.find():
#i.pop('_id')
#optnum.append([i[''],i[u"最优套保"]])
#unitnum.append([i[''],i[u"单位套保"]])
#optmargin=[]
#unhedgedmargin=[]
#unitmargin=[]
#col_margindf=col+'margindf'
#account_margindf=db.get_collection(col_margindf)
#for i in account_margindf.find():
#print i
#i.pop('_id')
#optmargin.append([i[''],i[u"最优套保"]])
##unhedgedmargin.append([i[''],i["Unhedged"]])
#unitmargin.append([i[''],i[u"单位套保"]])
u = []
col_hedgeResult = col + 'HedgeResult'
account_HedgeResultdf = db.get_collection(col_hedgeResult)
j = 0
for i in account_HedgeResultdf.find():
if j == 0 or j == 1 or j == 3:
f = round(i.values()[4], 4)
f = str(f * 100) + "%"
e = round(i.values()[1], 4)
e = str(e * 100) + "%"
g = round(i.values()[2], 4)
g = str(g * 100) + "%"
u.append([f, e, g])
if j > 1 and j != 3:
u.append([i.values()[4], i.values()[1], i.values()[2]])
j = j + 1
return render_template('search_history_result.html',
u=u,
opt=opt,
unhedged=unhedged,
unit=unit)
host = setting['mongoHost']
port = setting['mongoPort']
except:
host = '10.3.135.33'
port = 57012
return host, port
#posts = db.session.query(Post).filter(Post.title =='111').one()
#posts =Post.query.filter_by(id='3333').first()
#para= posts
host, port = loadMongoSetting()
dbClient = pymongo.MongoClient(host, port)
dbClient.admin.authenticate("htquant", "htgwf@2018", mechanism='SCRAM-SHA-1')
db = dbClient.get_database('USERDATA_DB')
account = db.get_collection('3333')
var = []
col = '3333'
col_vardf = col + 'vardf'
account_vardf = db.get_collection(col_vardf)
for i in account_vardf.find():
i.pop('_id')
var.append(i)
import pandas as pd
vardf = pd.DataFrame(var)
#import time
#startdate= para.splitlines()[7]
#lastdate=para.splitlines()[9]
#startDate = time.strptime(startdate, "%Y-%m-%d")
#endDate = time.strptime(lastdate, "%Y-%m-%d")
print vardf
def validate_email(self, field):
collection = db.get_collection('users')
results = collection.find_one({'id': field.data})
if results is not None:
raise ValidationError('이미 등록된 이메일 입니다.')
pass